-97.1%
TSLQ vs TW
+53.7%
-150.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.3% |
| 7D | +5.7% | -2.7% | +8.4% | +4.9% |
| 30D | -21.1% | -1.7% | -19.3% | -21.4% |
| 3M | -11.5% | +1.6% | -13.1% | -11.2% |
| 6M | -14.9% | -17.7% | +2.8% | -22.3% |
| YTD | +2.4% | -4.3% | +6.8% | +0.6% |
| 1Y | -49.8% | -13.1% | -36.7% | -53.6% |
| 3Y | -95.8% | +20.3% | -116.1% | -95.2% |
| All | -97.1% | +53.7% | -150.9% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling